TaSearchLevelG15m2

The TaSearchLevelG15m2 strategy is designed for backtesting trading strategies using price data on a 15-minute timeframe. It's implemented as a class that inherits from the IStrategy interface. This strategy focuses on identifying potential buy and sell signals based on certain technical analysis indicators and price patterns.

Here's a brief breakdown of what the strategy does: Indicator Calculation: Calculates the Relative Strength Index (RSI) with a time period of 7.

Initializes various columns in the DataFrame to hold different values related to levels, buy signals, and indicator values.

Heikin Ashi Conversion: Applies the Heikin Ashi transformation to the price data. Buy Signal Generation (Long Positions): Identifies local price minima by finding relative extrema (using the signal.argrelextrema function) over a window of 200 periods. Generates potential long entry signals: If the current price is within a certain percentage (0-0.3%) above the identified local minima, a long entry signal is triggered. If the previous values within a certain range (100 periods) from the current index also have the "min level" signal, additional long entry signals are generated. Buy Signal Generation (Short Positions): Similar to long positions, identifies local price maxima using relative extrema over a window of 200 periods. Generates potential short entry signals: If the current price is within a certain percentage (0-0.3%) below the identified local maxima, a short entry signal is triggered. If the previous values within a certain range (100 periods) from the current index also have the "max level" signal, additional short entry signals are generated. Entry Trend Population: Assigns flags to the DataFrame to indicate the potential entry trend: enter_short is set to 1 for short entry signals. enter_long is set to 1 for long entry signals. Exit Trend Population: Determines potential exit signals based on the RSI indicator: If the RSI drops below 10, it sets exit_short to 1 (indicating a potential exit from a short position). If the RSI rises above 90, it sets exit_long to 1 (indicating a potential exit from a long position). Proposed Leverage Calculation: Defines a function to calculate the proposed leverage for a position based on the difference between two values (v2 - v1). However, the code seems incomplete here, as it doesn't provide the complete calculation or context for how this function is used. This strategy aims to capture potential trends and reversals in the market using RSI and price extremum indicators. It generates entry and exit signals for both long and short positions based on specific price patterns and technical analysis conditions. Keep in mind that this description is a simplified summary, and the actual strategy's performance should be carefully tested and evaluated before real-world application.